Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2588683.9436 | 2593577.2347 | -4893.2911 | 241885.145 | 5628412.9519 | -5386527.8069 |
Total P&L (%) | 2588.6839 | 2593.5772 | -4.8933 | 241.8851 | 5628.413 | -5386.5278 |
Avg Daily Profit (%) | 1.1217 | 1.1239 | -0.0021 | 0.0533 | 0.1756 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244908 | -154799 | -111336 | -10847333 | -4122420 | -7370383 |
Profit Factor | 4.7556 | 8.7936 | 0.9863 | 1.0164 | 2.0917 | 0.4378 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 34.4828 | 31.8182 | 37.2093 | 34.4828 | 31.8182 | 37.2093 |
Ratio Avg Win / Avg Loss | 9.0356 | 18.8434 | 1.6643 | 1.9312 | 4.4822 | 0.7388 |
Largest Winning Trade | 2479700 | 2479700 | 85602 | 6628179 | 6628179 | 1785613 |
Largest Losing Trade | -58296 | -46026 | -58296 | -6470544 | -1778772 | -6470544 |
Avg Bars in Trades | 98 | 83 | 113 | 98 | 83 | 113 |
Avg Bars in Winners | 177 | 169 | 184 | 177 | 169 | 184 |
Avg Bars in Losers | 56 | 44 | 71 | 56 | 44 | 71 |
Bars Traded | 8560 | 3689 | 4871 | 8560 | 3689 | 4871 |
Profit Streak | 0 | 0 | 7.8375 | 0 | 0 | 7.8375 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549318 | 538671 | -582247 | -328926 | 172575 | -585025 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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